Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48938.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42254.84 Kr¶

PnL: ---------------------------------------> -178.44 Kr¶

DD now: ---------------------------------> -7.873 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:33:33.046518'

Anic Portfolio¶

Today¶

Return: -0.74 %¶

This Week¶

Return: -0.74 %¶

Total portfolio value¶

Return including deposits: 60.212 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.210000 1663.200000 195.660000 13.330000 1467.540000
JM 6 2.090000 880.200000 18.000000 2.090000 862.200000
HEXPOL B 9 0.610000 1035.000000 17.100000 1.680000 1017.900000
Hoist Finance 35 1.250000 990.500000 12.250000 1.250000 978.250000
BioGaia B 8 1.290000 940.000000 12.000000 1.290000 928.000000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
Sagax B 4 1.170000 862.000000 10.000000 1.170000 852.000000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Catena 2 1.010000 797.600000 8.000000 1.010000 789.600000
Orrön Energy 180 0.180000 2043.900000 6.300000 0.310000 2037.600000
AcadeMedia 8 0.790000 406.000000 4.800000 1.200000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
EQT 4 0.390000 832.800000 3.200000 0.390000 829.600000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
ASSA ABLOY B 3 0.150000 778.200000 1.200000 0.150000 777.000000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Byggmax Group 33 -0.070000 953.700000 -0.660000 -0.070000 954.360000
Clas Ohlson B 12 -0.120000 969.600000 -1.200000 -0.120000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.610000 932.250000 -5.750000 -0.610000 938.000000
Hexatronic Group 12 -0.650000 958.320000 -6.240000 -0.650000 964.560000
OX2 13 -1.100000 937.300000 -10.400000 -1.100000 947.700000
Alimak Group 11 -1.540000 911.900000 -14.300000 -1.540000 926.200000
Nordic Waterproofing Holding 7 -2.320000 942.200000 -22.400000 -2.320000 964.600000
Latour B 4 -3.090000 828.800000 -26.400000 -3.090000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Addnode Group B 11 -4.190000 880.000000 -38.500000 -4.190000 918.500000
Indutrade 5 -3.460000 1172.500000 -42.000000 -3.460000 1214.500000
Hexagon B 26 -1.430000 3402.100000 -49.400000 -1.430000 3451.500000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
BHG Group 97 -4.530000 1390.010000 -64.990000 -4.470000 1455.000000
Vitec Software Group B 2 -7.010000 1008.000000 -76.000000 -7.010000 1084.000000
TOTAL 42238.630000 -194.650000 -7.90304% 42433.280000

Updated:¶

'2023-07-03 11:32:56.596893'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶